Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 35.744492 38.814894 42.209313 46.277272 51.070880 56.606835 63.585931
2025-08-10 31.392468 35.424538 40.204995 46.420036 54.496883 64.973283 80.235212
2025-08-17 28.242176 32.572043 37.918698 45.225605 55.347481 69.594911 92.821491
2025-08-24 25.924925 30.364181 36.008571 44.014165 55.667584 73.210248 104.823317
2025-08-31 25.173751 30.007234 36.364317 45.789484 60.382830 84.386530 134.390857
2025-09-07 23.623173 28.437658 34.892468 44.713139 60.497416 87.971164 151.319469
2025-09-14 22.365569 27.152928 33.679198 43.838211 60.729466 91.745752 171.069763
2025-09-21 20.942026 25.544742 31.878042 41.865312 58.799926 90.904806 178.603486
2025-09-28 20.171789 24.789302 31.237879 41.621697 59.805391 96.196389 208.236767
2025-10-05 20.233156 25.191185 32.299206 44.185557 66.293484 115.554405 315.102381
2025-10-12 19.491587 24.398037 31.508813 43.590996 66.661429 120.680598 374.552452
2025-10-19 19.100870 24.088589 31.428417 44.187444 69.505420 133.467019 525.525495
2025-10-26 18.479040 23.527268 31.103152 44.671426 73.032698 153.011886 972.601066
2025-11-02 17.796558 22.851367 30.572029 44.784118 76.002352 174.654241 2657.824191
2025-11-09 16.952789 21.872869 29.463749 43.661104 75.785072 184.968579 10186.866965
2025-11-16 16.189911 20.972527 28.413798 42.520266 75.266910 194.191775 NaN
2025-11-23 15.999644 20.936854 28.785110 44.191653 82.497645 251.629849 NaN
2025-11-30 15.373217 20.183616 27.884327 43.178660 82.119039 267.390406 NaN
2025-12-07 14.827852 19.531691 27.115006 42.354457 82.111865 287.282269 NaN
2025-12-14 14.156061 18.651961 25.904360 40.493378 78.633519 276.881093 NaN
2025-12-21 13.785792 18.237112 25.479825 40.263323 80.122434 311.651828 NaN
2025-12-28 13.833225 18.490300 26.239819 42.681748 90.963660 495.733485 NaN
2026-01-04 13.452637 18.030437 25.693318 42.121449 91.529671 560.378090 NaN